Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-17 0.517293 0.581005 0.653576 0.743273 0.852462 0.982820 1.152979
2025-08-24 0.434135 0.510451 0.603783 0.728941 0.896686 1.120609 1.455238
2025-08-31 0.402165 0.491065 0.606511 0.772917 1.016972 1.381291 2.012333
2025-09-07 0.362857 0.454741 0.579194 0.768275 1.065340 1.550864 2.508693
2025-09-14 0.329694 0.421509 0.550009 0.753646 1.092409 1.691687 3.027933
2025-09-21 0.305547 0.397537 0.530078 0.748326 1.131427 1.863967 3.723385
2025-09-28 0.282730 0.372882 0.505767 0.731394 1.145349 1.991528 4.412412
2025-10-05 0.277314 0.372876 0.518428 0.776968 1.284260 2.437880 6.510819
2025-10-12 0.278132 0.382040 0.546208 0.853364 1.506695 3.211132 11.461222
2025-10-19 0.262364 0.363925 0.527135 0.840115 1.532743 3.473836 14.844412
2025-10-26 0.250832 0.351567 0.516419 0.841126 1.592101 3.879539 21.124434
2025-11-02 0.235866 0.332589 0.492561 0.812675 1.572956 4.012725 26.012725
2025-11-09 0.218076 0.308757 0.459819 0.765384 1.504577 3.966167 29.483019
2025-11-16 0.206478 0.294433 0.442818 0.748789 1.513923 4.243553 42.179443
2025-11-23 0.204502 0.295895 0.454139 0.793799 1.706081 5.518673 142.046469
2025-11-30 0.196091 0.285847 0.443355 0.788635 1.752622 6.170226 404.210700
2025-12-07 0.187182 0.274385 0.428963 0.773289 1.763899 6.656706 1713.928404
2025-12-14 0.180165 0.265783 0.419314 0.767702 1.806088 7.432862 NaN
2025-12-21 0.172352 0.255352 0.405358 0.750095 1.803232 7.909027 NaN
2025-12-28 0.172054 0.258139 0.417355 0.797418 2.050031 11.156922 NaN
2026-01-04 0.174469 0.265924 0.440090 0.876874 2.473929 19.223790 NaN
2026-01-11 0.168135 0.257304 0.428403 0.863081 2.498035 21.729197 NaN
2026-01-18 0.163499 0.251593 0.422384 0.864131 2.593404 26.845636 NaN